Bayesian measures of surprise for outlier detection

DOI10.1016/S0378-3758(02)00282-3zbMath1027.62014MaRDI QIDQ1869076

M. J. Bayarri, Javier Morales

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Bayes factorsNuisance parametersPartial posterior predictive \(p\)-valuePlug-in \(p\)-valuePosterior predictive \(p\)-valuePrior predictive \(p\)-value

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Related Items (10)

Bayesian threshold selection for extremal models using measures of surprise ⋮ A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model ⋮ Bayesian checking of the second levels of hierarchical models ⋮ Semi-parametric dynamic time series modelling with applications to detecting neural dynamics ⋮ Extreme value analysis within a parametric outlier detection framework ⋮ Using a Mixture Model for Multiple Imputation in the Presence of Outliers: The ‘Healthy for Life’ Project ⋮ MCMC methods to approximate conditional predictive distributions ⋮ Bayesian likelihood robustness in linear models ⋮ Robust Bayesian seemingly unrelated regression model ⋮ Identifying influential observations in a Bayesian multi-level mediation model

Uses Software

• BayesDA

Cites Work

• Bayesianly justifiable and relevant frequency calculations for the applied statistician
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• A Bayesian approach to outlier detection and residual analysis
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• Sampling and Bayes' Inference in Scientific Modelling and Robustness
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• Bayesian ikference procedures derived via the concept of relative surprise
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• P Values for Composite Null Models
• Asymptotic Distribution of P Values in Composite Null Models
• Calibration ofρValues for Testing Precise Null Hypotheses
• Probabilistic Prediction
• A Bayesian approach to some outlier problems
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach
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